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Indian Statistical Institute admission tests Optimization Techniques for Statisticians: practice questions

Indian Statistical Institute admission tests (BStat, MStat, JRF in Statistics) · India · Indian Statistical Institute

Original practice questions written to the published syllabus · not past papers
8worked here, free
31written to this exam in this subject
10syllabus units

What this subject covers

The optimisation theory statisticians use: linear programming with simplex and duality, transportation and assignment, integer and goal programming for farm and crop planning, non-linear optimisation with Kuhn-Tucker conditions, and the numerical optimisers inside likelihood estimation. The Agribusiness track teaches operations research for managers; this goes to the theory.

In the exams: AICE-JRF Ag Stat Unit 2 'linear programming: formulation, graphical, simplex, duality, transportation and assignment' (heavy); UPSC ISS Statistics III operations research (heavy, reported); ASRB NET Ag Stat (present)

Where the 31 questions fall

How our questions for Indian Statistical Institute admission tests spread across the units of Optimization Techniques for Statisticians. Difficulty: 1 easy, 23 medium, 7 hard.

Integer programming: branch and bound5
Dynamic programming5
Numerical optimisation: gradient, Newton and quasi-Newton methods5
Non-linear programming: Lagrange multipliers and Kuhn-Tucker conditions4
Goal programming for multi-objective farm planning3
Linear programming: formulation and graphical solution2
Simplex method, Big-M and two-phase methods2
Duality and sensitivity analysis2
Quadratic programming and risk programming (MOTAD)2
Transportation and assignment problems1

8 practice questions, worked

Choose an answer, then open the working. Each explanation says why the right answer is right and why the others are not.

1 · Linear programming: formulation and graphical solution · medium

What shape is the feasible region of a linear programme?

  1. A non-convex polygon
  2. Any closed curve
  3. A convex polyhedron
  4. A circle or ellipse
Answer and working

C. A convex polyhedron

Intersections of half-spaces are convex polyhedra.

Further reading: Taha, Operations Research: An Introduction; Hazell and Norton, Mathematical Programming for Economic Analysis in Agriculture; Nocedal and Wright, Numerical Optimization

2 · Duality and sensitivity analysis · hard

Mustard's return stays at 30. Over what range of wheat return does the plan (4, 8) remain optimal?

  1. 30 to 60
  2. 20 to 40
  3. 0 to 40
  4. 40 to 80
Answer and working

A. 30 to 60

The plan stays optimal while c_wheat/c_mustard lies between the slopes 1 (land) and 2 (labour), i.e. 30 to 60.

Further reading: Taha, Operations Research: An Introduction; Hazell and Norton, Mathematical Programming for Economic Analysis in Agriculture; Nocedal and Wright, Numerical Optimization

3 · Transportation and assignment problems · medium

In the Hungarian method, when has an optimal assignment been reached?

  1. When one line covers all zeros
  2. After exactly n iterations
  3. When all entries are zero
  4. When n lines cover the zeros
Answer and working

D. When n lines cover the zeros

n covering lines guarantee n independent zeros for a complete assignment.

Further reading: Taha, Operations Research: An Introduction; Hazell and Norton, Mathematical Programming for Economic Analysis in Agriculture; Nocedal and Wright, Numerical Optimization

4 · Integer programming: branch and bound · medium

When is a branch-and-bound node fathomed?

  1. Infeasible, integral, or no better bound
  2. When its LP value exceeds the incumbent
  3. Only when its LP is infeasible
  4. After a fixed number of branches
Answer and working

A. Infeasible, integral, or no better bound

Each of the three conditions shows that no better integer solution can lie in that branch.

Further reading: Taha, Operations Research: An Introduction; Hazell and Norton, Mathematical Programming for Economic Analysis in Agriculture; Nocedal and Wright, Numerical Optimization

5 · Integer programming: branch and bound · medium

A binary-variable model requires that at most 2 of 5 irrigation projects be chosen. How is this written?

  1. Σδⱼ = 2.5
  2. δ₁ + δ₂ ≤ 5
  3. δ₁δ₂ ≤ 2
  4. δ₁ + δ₂ + δ₃ + δ₄ + δ₅ ≤ 2
Answer and working

D. δ₁ + δ₂ + δ₃ + δ₄ + δ₅ ≤ 2

With δⱼ ∈ {0, 1}, the sum counts chosen projects.

Further reading: Taha, Operations Research: An Introduction; Hazell and Norton, Mathematical Programming for Economic Analysis in Agriculture; Nocedal and Wright, Numerical Optimization

6 · Non-linear programming: Lagrange multipliers and Kuhn-Tucker conditions · medium

What does the Lagrange multiplier of a constraint measure?

  1. The number of binding constraints
  2. The constraint's marginal value
  3. The value of the objective
  4. The step size of the algorithm
Answer and working

B. The constraint's marginal value

λ = ∂f*/∂b, the shadow price of the constraint.

Further reading: Taha, Operations Research: An Introduction; Hazell and Norton, Mathematical Programming for Economic Analysis in Agriculture; Nocedal and Wright, Numerical Optimization

7 · Numerical optimisation: gradient, Newton and quasi-Newton methods · medium

A variance component must stay positive during optimisation. What is a standard device?

  1. Set it to 1
  2. Square it after each step
  3. Optimise over its logarithm
  4. Use the simplex method
Answer and working

C. Optimise over its logarithm

Transforming constrained parameters (log σ², logit p) lets unconstrained optimisers work.

Further reading: Taha, Operations Research: An Introduction; Hazell and Norton, Mathematical Programming for Economic Analysis in Agriculture; Nocedal and Wright, Numerical Optimization

8 · Numerical optimisation: gradient, Newton and quasi-Newton methods · hard

After an MLE optimiser converges, why check that the Hessian is negative definite?

  1. To make the gradient zero
  2. To speed up the next run
  3. To confirm a true maximum
  4. To transform the parameters
Answer and working

C. To confirm a true maximum

A stationary point may be a saddle or minimum; the inverse of −H gives the standard errors only at a proper maximum.

Further reading: Taha, Operations Research: An Introduction; Hazell and Norton, Mathematical Programming for Economic Analysis in Agriculture; Nocedal and Wright, Numerical Optimization

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Optimization Techniques for StatisticiansThe full study manual, free Indian Statistical Institute admission testsFormat, sections and how it has changed

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Optimization Techniques for Statisticians for other exams

ICAR AICE-JRF/SRF · IndiaState statistical services · IndiaASRB NET · IndiaIndian Statistical Service Examination · IndiaGATE · IndiaIIT JAM · IndiaCUET-PG · IndiaASRB Agricultural Research Service · IndiaCSIR-UGC NET · India

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